+91.5%
CSCO vs KORU
-38.2%
+129.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.4% | -0.8% | -5.7% |
| 7D | +1.9% | +11.1% | -9.2% | +0.8% |
| 30D | -15.8% | -40.6% | +24.8% | -12.9% |
| 3M | -15.4% | -63.9% | +48.5% | -9.8% |
| 6M | -5.4% | -82.8% | +77.4% | +1.2% |
| YTD | +26.5% | -15.4% | +41.9% | +6.3% |
| 1Y | +25.9% | -3.3% | +29.1% | +3.7% |
| 3Y | +97.5% | +136.2% | -38.6% | +34.5% |
| All | +91.5% | -38.2% | +129.7% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KORU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling